Here's why:
* Transitive verbs require a direct object. They act upon something. For example: "She closed the door." ("Door" is the direct object)
* Intransitive verbs do not require a direct object. They simply describe an action or state of being. In the sentence, "sounds" describes the state of the CD player, not an action it performs on something else.
Let me know if you have any other sentences you'd like to analyze!